On the Bias in Estimates of Forecast Mean Squared Error

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Time Series Analysis Forecasting and Control.

1971 • 6,159 citations

A Note on the Generation of Random Normal Deviates

1958 • 3,337 citations

Prediction and Regulation.

1965 • 282 citations

An algorithm for the exact likelihood of a mixed autoregressive-moving average process

1979 • 276 citations

The exact likelihood function for a mixed autoregressive-moving average process

1974 • 156 citations

Finite sample properties of estimators for autoregressive moving average models

1980 • 155 citations

Symmetric decomposition of a positive definite matrix

1965 • 124 citations

Asymptotic Mean Square Prediction Error for an Autoregressive Model with Estimated Coefficients

1976 • 107 citations

Derivation of the Theoretical Autocovariance Function of Autoregressive Moving Average Time Series

1975 • 91 citations

Symmetric decomposition of positive definite band matrices

1965 • 83 citations

On the error of prediction of a time series

1972 • 45 citations

Naval Postgraduate School Random Number Generator Package LLRANDOM

1973 • 44 citations

Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods

1973 • 39 citations

Statistical Tests of Some Widely Used and Recently Proposed Uniform Random Number Generators

1973 • 37 citations

IMPROVING THE POLAR METHOD FOR GENERATING A PAIR OF NORMAL RANDOM VARIABLES

1962 • 6 citations

Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization

1981 • 2 citations